+3,468.7%
GLW vs INCY
+6,660.0%
-3,191.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +5.9% |
| 7D | +3.8% | +1.9% | +1.9% | +3.4% |
| 30D | -1.3% | +5.8% | -7.1% | -2.4% |
| 3M | -21.8% | +25.2% | -47.0% | -25.5% |
| 6M | +6.9% | +28.2% | -21.3% | +1.3% |
| YTD | +77.2% | +28.3% | +48.8% | +67.8% |
| 1Y | +123.2% | +48.3% | +74.9% | +105.4% |
| 3Y | +400.0% | +95.9% | +304.1% | +332.1% |
| 5Y | +342.8% | +66.6% | +276.2% | +290.7% |
| 10Y | +771.4% | +54.5% | +716.8% | +643.3% |
| All | +3,468.7% | +6,660.0% | -3,191.3% | +1,264.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded INCY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling